+17.2%
ABNB vs SBAC
-26.0%
+43.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | -7.4% | +0.2% | -7.6% | -7.5% |
| 30D | -8.2% | +3.9% | -12.0% | -8.9% |
| 3M | +29.1% | -8.2% | +37.3% | +31.2% |
| 6M | +26.6% | -2.8% | +29.4% | +26.3% |
| YTD | +25.0% | -1.5% | +26.5% | +24.0% |
| 1Y | +37.0% | 0.0% | +37.0% | +35.1% |
| 3Y | +16.3% | -8.4% | +24.7% | +14.1% |
| 5Y | +2.2% | -43.5% | +45.7% | +17.4% |
| All | +17.2% | -26.0% | +43.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling